摘要
期权定价理论应用到实务投资领域之后,实物期权理论研究方兴未艾,但尚未形成严密的理论体系。本文追溯了期权理论的演进,综合了期权理论的核心思想和理论基础,总结了实物期权的基本假设、应用逻辑、特征、分类和建模方法,比较了实物期权分析与其他传统工具,回顾了国内外的研究现状,并指出未来研究的关注点。
Since the option-pricing method is applied in the field of project investment, the studying of real option is in the ascendant. Until now, a rigor theory system is to be formed. This paper carries up the evolution of option theory, synthesizes the inner idea and theory foundation, summarizes the assumptions, modeling approaches and classification of real option. After identifying and systematizing the current literature, a roadmap for future studying is discussed.
出处
《上海金融学院学报》
2005年第1期4-13,共10页
Journal of Shanhai Finance University
关键词
实物期权
金融期权
real option, financial option
